کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4640983 1341293 2009 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On the renewal risk model under a threshold strategy
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
On the renewal risk model under a threshold strategy
چکیده انگلیسی

In this paper, we consider the renewal risk process under a threshold dividend payment strategy. For this model, the expected discounted dividend payments and the Gerber–Shiu expected discounted penalty function are investigated. Integral equations, integro-differential equations and some closed form expressions for them are derived. When the claims are exponentially distributed, it is verified that the expected penalty of the deficit at ruin is proportional to the ruin probability.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Computational and Applied Mathematics - Volume 230, Issue 1, 1 August 2009, Pages 22–33
نویسندگان
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